Ayache, Antoine; Lévy Véhel, Jacques - In: Stochastic Processes and their Applications 111 (2004) 1, pp. 119-156
The generalized multifractional Brownian motion (GMBM) is a continuous Gaussian process that extends the classical fractional Brownian motion (FBM) and multifractional Brownian motion (MBM) (SIAM Rev. 10 (1968) 422; INRIA Res. Rept. 2645 (1995); Rev. Mat. Iberoamericana 13 (1997) 19; Fractals: Theory...